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Robert Pikmets

 robertpikmets@gmail.com       linkedin.com/in/robert-pikmets       github.com/robertpikmets       +372 5332 7319

Work Experience

Quantitative Developer

PrismFP

Tallinn, Estonia

Present - 2021

  • Developing Python microservices backend, Flask applications and REST APIs
  • Building automated and unit tested models/reports using Python and Airflow that create actionable signals to traders in the context of global financial derivatives markets
  • Migrated services built in R to containers using Docker, Helm and Kubernetes and built the CI/CD pipelines in GitLab

Data Analyst

Eesti Energia

Tallinn, Estonia

2021 - 2020

  • Developed supervised learning models, automated data collection and performed forecasting, data analysis and visualisation
  • Automated a time-critical business process by creating an XML file generator and setting up automatic scheduling
  • Developed an optimisation and pricing model for the entire Baltic-Finnish natural gas market

Education

MSc Actuarial and Financial Engineering, cum laude

University of Tartu

Tartu, Estonia

2021 - 2019

  • Relevant subjects include Machine Learning, Mathematical Statistics, Time Series Analysis, Introduction to Databases, Generalized Linear Models, Seminar in Statistical Learning, Data Munging and Visualisation
  • For my master’s thesis I processed 10M+ rows of data and developed LASSO models with 100+ features based on a rolling window training algorithm (https://github.com/robertpikmets/Elbas-Lasso)

BSc Accounting and Finance

University of Warwick

Coventry, United Kingdom

2019 - 2016

Extracurricular activities

Personal blog on data science projects (on hiatus currently)

https://pikmets.blog

N/A

2021

  • Tackled a credit approval classification problem with logistic regression and random forest algorithm
  • Developed a predictive model for electricity price time series with complex seasonal patterns
  • Collected data on chess games through API and predicted my own chess games’ outcome

Executive member and chess team captain

University of Warwick Chess Society

Coventry, United Kingdom

2019 - 2018

  • Largest British university chess society and elected as English Chess Federation’s Club of the Year 2019
  • My main responsibilities were organising several chess tournaments hosting 70+ players, composing teams for weekly competitive league matches and running weekly chess club nights for students

Skills

  • Languages - Python, SQL, R, Bash, VBA
  • Tools/frameworks - Flask, PostgreSQL, Git, Docker, Helm, CI/CD, Linux, Cloud services (AWS)
  • Software engineering skills - Unit testing, REST APIs, building ETL pipelines, agile framework